<p>
	In this algorithm, at the beginning  01/04/2016, we purchased 100 GOOG shares. At the same time, we purchased a $715 put at $6 and sells a $772.5 call at $2.45. The share price of GOOG is $739.32, which is between the strike prices of two out-the-money options. At the expiry 01/15/2016, the share price of GOOG drops to $714.32. The call option expire worthless but the put option is exercised. Then we sell 100 GOOG shares at $715. Then we hold neither option positions and stock positions.
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